SIAM Conference on Uncertainty Quantification (UQ20)
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Eric Hall
RWTH Aachen University
Germany
Session
MS171: UQ for Rough Volatility and Predictive Models in Finance (Part I of II)
Chair(s)
Date: 03-26-2020 , Time: 02:00 pm
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Topic: UQ for complex systems
Details
Presentation
Weak Error Rates for Option Pricing under the Rough Bergomi Model
Author
Date: 03-26-2020 , Time: 02:00 pm
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Topic: UQ for complex systems
Details
Session
MS172: UQ for Rough Volatility and Predictive Models in Finance (Part II of II)
Chair(s)
Date: 03-26-2020 , Time: 04:30 pm
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Topic: UQ for complex systems
Details
Presentation
Predictive Probabilistic Graphical Models for Energy Materials
Speaker
Date: 03-27-2020 , Time: 02:00 pm
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Topic: Probability Theory for UQ
Details